mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 07:26:49 +00:00
0adf39de35
* * Adds script link to GCT logger package * Adds ability to save data as csv via script * addr nits * go mod tidy * add glorious suggestion * rm unused function * fix linter issues * clean up some issues * Add in configuration fields to object for reflection to the csv file * RM line :D * address nits * update to check for target already being set and add more test coverage * force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs * fix whoopsie * linter issues * purge getter methods * Added glorious suggestion * go mod tidy after merge * niterinos
100 lines
2.7 KiB
Go
100 lines
2.7 KiB
Go
package indicators
|
|
|
|
import (
|
|
"errors"
|
|
"fmt"
|
|
"math"
|
|
"strings"
|
|
|
|
objects "github.com/d5/tengo/v2"
|
|
"github.com/thrasher-corp/gct-ta/indicators"
|
|
"github.com/thrasher-corp/gocryptotrader/gctscript/modules"
|
|
"github.com/thrasher-corp/gocryptotrader/gctscript/wrappers/validator"
|
|
)
|
|
|
|
// MACDModule MACD indicator commands
|
|
var MACDModule = map[string]objects.Object{
|
|
"calculate": &objects.UserFunction{Name: "calculate", Value: macd},
|
|
}
|
|
|
|
// MovingAverageConvergenceDivergence is the string constant
|
|
const MovingAverageConvergenceDivergence = "Moving Average Convergence Divergence"
|
|
|
|
// MACD defines a custom Moving Average Convergence Divergence tengo indicator
|
|
// object type
|
|
type MACD struct {
|
|
objects.Array
|
|
Period, PeriodSlow, PeriodFast int
|
|
}
|
|
|
|
// TypeName returns the name of the custom type.
|
|
func (o *MACD) TypeName() string {
|
|
return MovingAverageConvergenceDivergence
|
|
}
|
|
|
|
func macd(args ...objects.Object) (objects.Object, error) {
|
|
if len(args) != 4 {
|
|
return nil, objects.ErrWrongNumArguments
|
|
}
|
|
|
|
r := new(MACD)
|
|
if validator.IsTestExecution.Load() == true {
|
|
return r, nil
|
|
}
|
|
|
|
ohlcvInput := objects.ToInterface(args[0])
|
|
ohlcvInputData, valid := ohlcvInput.([]interface{})
|
|
if !valid {
|
|
return nil, fmt.Errorf(modules.ErrParameterConvertFailed, OHLCV)
|
|
}
|
|
|
|
var ohlcvClose []float64
|
|
var allErrors []string
|
|
for x := range ohlcvInputData {
|
|
t := ohlcvInputData[x].([]interface{})
|
|
value, err := toFloat64(t[4])
|
|
if err != nil {
|
|
allErrors = append(allErrors, err.Error())
|
|
}
|
|
ohlcvClose = append(ohlcvClose, value)
|
|
}
|
|
|
|
inFastPeriod, ok := objects.ToInt(args[1])
|
|
if !ok {
|
|
allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inFastPeriod))
|
|
}
|
|
|
|
inSlowPeriod, ok := objects.ToInt(args[2])
|
|
if !ok {
|
|
allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inSlowPeriod))
|
|
}
|
|
|
|
inTimePeriod, ok := objects.ToInt(args[3])
|
|
if !ok {
|
|
allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inTimePeriod))
|
|
}
|
|
|
|
if len(allErrors) > 0 {
|
|
return nil, errors.New(strings.Join(allErrors, ", "))
|
|
}
|
|
|
|
r.Period = inTimePeriod
|
|
r.PeriodFast = inFastPeriod
|
|
r.PeriodSlow = inSlowPeriod
|
|
|
|
macd, macdSignal, macdHist := indicators.MACD(ohlcvClose, inFastPeriod, inSlowPeriod, inTimePeriod)
|
|
for x := range macdHist {
|
|
tempMACD := &objects.Array{}
|
|
tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macdHist[x]*100) / 100})
|
|
if macd != nil {
|
|
tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macd[x]*100) / 100})
|
|
}
|
|
if macdSignal != nil {
|
|
tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macdSignal[x]*100) / 100})
|
|
}
|
|
r.Value = append(r.Value, tempMACD)
|
|
}
|
|
|
|
return r, nil
|
|
}
|